| Trading Metrics calculated at close of trading on 09-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2019 |
09-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,370.23 |
8,388.75 |
18.52 |
0.2% |
8,409.87 |
| High |
8,405.85 |
8,425.77 |
19.92 |
0.2% |
8,409.87 |
| Low |
8,365.25 |
8,359.87 |
-5.38 |
-0.1% |
8,168.82 |
| Close |
8,397.37 |
8,362.74 |
-34.63 |
-0.4% |
8,397.37 |
| Range |
40.60 |
65.90 |
25.30 |
62.3% |
241.05 |
| ATR |
75.71 |
75.01 |
-0.70 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,580.49 |
8,537.52 |
8,398.99 |
|
| R3 |
8,514.59 |
8,471.62 |
8,380.86 |
|
| R2 |
8,448.69 |
8,448.69 |
8,374.82 |
|
| R1 |
8,405.72 |
8,405.72 |
8,368.78 |
8,394.26 |
| PP |
8,382.79 |
8,382.79 |
8,382.79 |
8,377.06 |
| S1 |
8,339.82 |
8,339.82 |
8,356.70 |
8,328.36 |
| S2 |
8,316.89 |
8,316.89 |
8,350.66 |
|
| S3 |
8,250.99 |
8,273.92 |
8,344.62 |
|
| S4 |
8,185.09 |
8,208.02 |
8,326.50 |
|
|
| Weekly Pivots for week ending 06-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,048.50 |
8,963.99 |
8,529.95 |
|
| R3 |
8,807.45 |
8,722.94 |
8,463.66 |
|
| R2 |
8,566.40 |
8,566.40 |
8,441.56 |
|
| R1 |
8,481.89 |
8,481.89 |
8,419.47 |
8,403.62 |
| PP |
8,325.35 |
8,325.35 |
8,325.35 |
8,286.22 |
| S1 |
8,240.84 |
8,240.84 |
8,375.27 |
8,162.57 |
| S2 |
8,084.30 |
8,084.30 |
8,353.18 |
|
| S3 |
7,843.25 |
7,999.79 |
8,331.08 |
|
| S4 |
7,602.20 |
7,758.74 |
8,264.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,425.77 |
8,168.82 |
256.95 |
3.1% |
55.00 |
0.7% |
75% |
True |
False |
|
| 10 |
8,445.61 |
8,168.82 |
276.79 |
3.3% |
58.73 |
0.7% |
70% |
False |
False |
|
| 20 |
8,445.61 |
8,168.82 |
276.79 |
3.3% |
57.10 |
0.7% |
70% |
False |
False |
|
| 40 |
8,445.61 |
7,827.16 |
618.45 |
7.4% |
60.70 |
0.7% |
87% |
False |
False |
|
| 60 |
8,445.61 |
7,463.57 |
982.04 |
11.7% |
74.26 |
0.9% |
92% |
False |
False |
|
| 80 |
8,445.61 |
7,442.93 |
1,002.68 |
12.0% |
76.88 |
0.9% |
92% |
False |
False |
|
| 100 |
8,445.61 |
7,356.27 |
1,089.34 |
13.0% |
85.30 |
1.0% |
92% |
False |
False |
|
| 120 |
8,445.61 |
7,356.27 |
1,089.34 |
13.0% |
81.54 |
1.0% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,705.85 |
|
2.618 |
8,598.30 |
|
1.618 |
8,532.40 |
|
1.000 |
8,491.67 |
|
0.618 |
8,466.50 |
|
HIGH |
8,425.77 |
|
0.618 |
8,400.60 |
|
0.500 |
8,392.82 |
|
0.382 |
8,385.04 |
|
LOW |
8,359.87 |
|
0.618 |
8,319.14 |
|
1.000 |
8,293.97 |
|
1.618 |
8,253.24 |
|
2.618 |
8,187.34 |
|
4.250 |
8,079.80 |
|
|
| Fisher Pivots for day following 09-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,392.82 |
8,358.26 |
| PP |
8,382.79 |
8,353.78 |
| S1 |
8,372.77 |
8,349.30 |
|